What to do when you don't know what to do?

Three years ago we moved from Arizona to Nebraska.  So far, I'm not a huge fan.  Don't get me wrong, I love the fact that rush hour now means 5 cars passing by instead sitting in traffic for an hour trying to get home.  I like it that my kids are relatively safer than they would have been in Arizona.  I truly, truly love opening my back door and seeing nearly every star in the sky.  Try getting THAT in the big city.  Can't see ANY stars in Phoenix between all the lights and the pollution.  However, I really, really miss our family.  Now it's just the 4 of us period.  It used to be at least 50 of us sitting around various tables at Thanksgiving, digging into turkey, mashed potatoes, all the good stuff.  Then some of us would either go to the movies or we'd all load up and take a ride around the neighborhoods looking to see if anyone had set up their Christmas lights.  Now, it's literally the 4 of us moping around looking at each other and thinking about all that we are missing out on.  On Christmas Eve, we'd all get together at my parents' house and everyone would be there, Santa would make an appearance and we'd eat great food and just have a really great time.  Now the 4 of us kind of treat it like it's just another day only with gifts.  There seems to be no joy.  No anticipation of seeing family after having breakfast casserole.  It's just very different than what we're used to.  My husbands family never did anything at all so I think he's probably more used to this than I am.  I don't think he likes it though.  He got used to "my" kind of holiday.  Anyway, I'm always wanting/willing to try different things so I search online and try to find something that will appeal to all of us.  So far, I've scored a big fat goose egg on great ideas.  I want to start new traditions, stuff that will keep my boys coming back even after they are married.  Stuff we can pass on to them when they start their own families.  I just haven't been successful yet in finding that one thing, that one, marvelous, magical, halleluja thing that appeals to us.  I'll keep trying though.  I'm even looking for things from different cultures and countries and seeing if something will spark for us.  Any suggestions?